Access Statistics for Yakup Eser ARISOY

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Volatility Expectations and Threshold CAPM 0 0 0 0 0 0 11 52
Aggregate Volatility and Market Jump Risk: An Option-Based Explanation to Size and Value Premia 0 0 0 0 0 0 6 18
Can Exposure to Tail Risk Explain Size, Book-to-Market, and Idiosyncratic Volatility Anomalies? 0 0 0 0 0 1 10 66
Does Aggregate Uncertainty Explain Size and Value Anomalies? 0 0 0 0 0 2 5 34
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options 0 0 0 0 1 1 6 29
Optimal Multi-Period Consumption and Investment with Short-Sale Constraints 0 0 0 0 1 1 15 24
Option-Implied Volatility Measures and Stock Return Predictability 0 0 0 2 0 4 22 107
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 0 0 10 79
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 0 0 7 67
Volatility of aggregate volatility and hedge funds returns 0 0 0 30 1 2 16 192
Volatility of aggregate volatility and hedge funds returns 0 0 0 23 0 0 17 200
Volatility risk and the value premium: evidence from the french stock market 0 0 0 0 0 0 8 30
Total Working Papers 0 0 0 55 3 11 133 898


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Volatility and Market Jump Risk: An Option‐Based Explanation to Size and Value Premia 0 0 0 17 0 0 5 52
Aggregate volatility expectations and threshold CAPM 0 0 0 6 0 2 22 94
Does aggregate uncertainty explain size and value anomalies? 0 0 0 4 0 0 3 28
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 1 1 1 6 1 1 5 22
Optimal multi-period consumption and investment with short-sale constraints 0 0 0 9 1 1 10 65
Volatility of aggregate volatility and hedge fund returns 0 0 0 52 1 3 15 257
Volatility risk and the value premium: Evidence from the French stock market 0 0 0 89 0 1 9 306
Total Journal Articles 1 1 1 183 3 8 69 824


Statistics updated 2026-10-11